Related papers: Research frontiers in ambit stochastics: In memory…
This paper reviews Ole Eiler Barndorff-Nielsen's research in the first decades of his career. The focus is on topics that he kept returning to throughout his scientific life, and on papers that he built on in later important contributions.…
Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit…
In this paper we present a survey on recent developments in the study of ambit fields and point out some open problems. Ambit fields is a class of spatio-temporal stochastic processes, which by its general structure constitutes a flexible…
There have been extensive developments recently in modern nonparametric inference and modeling. Nonparametric and semi-parametric methods are especially useful with large amounts of data that are now routinely collected in many areas of…
We lift ambit fields as introduced by Barndorff-Nielsen and Schmiegel to a class of Hilbert space-valued volatility modulated Volterra processes. We name this class Hambit fields, and show that they can be expressed as a countable sum of…
In some of his final papers, V.I. Arnold studied pseudorandomness properties of finite deterministic sequences, which he measured in terms of their "stochasticity parameter". In the present paper we illustrate the background in probability…
I published an interview of Leo Breiman in Statistical Science [Olshen (2001)], and also the solution to a problem concerning almost sure convergence of binary tree-structured estimators in regression [Olshen (2007)]. The former summarized…
The scope of this manuscript is to review some recent developments in statistics for discretely observed semimartingales which are motivated by applications for financial markets. Our journey through this area stops to take closer looks at…
In the past decades, advanced probabilistic methods have had significant impact on the field of finance, both in academia and in the financial industry. Conversely, financial questions have stimulated new research directions in probability.…
This article attempts to place the emergence of probabilistic numerics as a mathematical-statistical research field within its historical context and to explore how its gradual development can be related both to applications and to a modern…
With the rapid proliferation of artificial intelligence, there is growing concern over its potential to exacerbate existing biases and societal disparities and introduce novel ones. This issue has prompted widespread attention from…
The past two decades have witnessed a surge of new research in the analysis of randomized experiments. The emergence of this literature may seem surprising given the widespread use and long history of experiments as the "gold standard" in…
We give a survey on Auslander-Gorenstein algebras with a focus on finite-dimensional algebras. We put an emphasis on recent classification results for special classes of algebras and the newly discovered interactions of the Auslander-Reiten…
This paper pays a tribute to Loet's work in a specific way. More than 20 years ago Loet Leydesdorff and myself designed a programme for future innovation studies 'Measuring the knowledge base - a programme of innovation studies'. Although,…
In this review, we examine the recent progress in saliency prediction and proposed several avenues for future research. In spite of tremendous efforts and huge progress, there is still room for improvement in terms finer-grained analysis of…
Sentiment analysis as a field has come a long way since it was first introduced as a task nearly 20 years ago. It has widespread commercial applications in various domains like marketing, risk management, market research, and politics, to…
This paper is a top down historical perspective on the several phases in the development of probability from its prehistoric origins to its modern day evolution, as one of the key methodologies in artificial intelligence, data science, and…
Statistics is a uniquely difficult field to convey to the uninitiated. It sits astride the abstract and the concrete, the theoretical and the applied. It has a mathematical flavor and yet it is not simply a branch of mathematics. Its core…
We generalize the stochastic revealed preference methodology of McFadden and Richter (1990) for finite choice sets to settings with limited consideration. Our approach is nonparametric and requires partial choice set variation. We impose a…
This is an intrusion in the life and the mathematics of Norbert A'Campo, intended to be a tribute to him and an acknowledgement of his impact on those who know him and his work. The final version of this paper appears in the book ``Essays…